Minimum-volume ellipsoids containing compact sets: Application to parameter bounding (Q1345621)

The problem of finding the minimum volume ellipsoid containing a compact subset of the Euclidean space \(\mathbb{R}^p\) is considered. Optimality conditions are derived. Two algorithms -- a vertex-direction algorithm and a fixed point algorithm -- are given. The method is then applied to parameter estimation from data with bounded model-output errors. The results obtained for two linear and a nonlinear example are presented.